Average year | -14% |
---|---|
Return over 3 m. | -3% |
Average month | -1.3% |
Last day | 8.9% |
Last month | -3.4% |
Max. Drawdown | 27% |
Worst day | 15% |
Max. leverage | 1:30 |
Stand. deviation | 18.9% |
Downside Deviation | 11.9% |
Best day | 15% |
Volatility | 5.9% |
Return / Risk | -0.5 |
Calmar ratio | -0.0466 |
Sharpe ratio | -0.109 |
Sortino ratio | -0.1728 |
Shvager ratio | 1.042 |
Prefer horizon | 3 m. |
Longest drawdown | 1,5 m. |
Calculation period | 3 m. |
Trade days | 61 (100%) |
History | 3 m. |
Current stats | |
Drawdown | 13% / 27% |
Drawdown duration | 1.5 / 1,5 m. |